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arXiv 0710.4066nlin.CD
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噪声诱导分岔、多尺度和开关不稳定性

Noise-induced bifurcations, Multiscaling and On-Off intermittency

Sebastien Aumaitre, Francois Petrelis, Kirone Mallick

摘要:

本文介绍了随机调制频率的非线性振子中噪声诱导跃迁的最新结果。随机扰动的存在大大改变了振荡器的动力学行为:噪声可以洗掉全局吸引子,但也可以通过稳定不稳定的不动点来发挥建设性作用。随机振荡器显示了丰富的现象学,但仍然足够基本,以允许精确的计算:这个系统是一个有用的范式,研究噪声引起的分叉,是一个理想的试验场,为各种数学技术。我们表明,相位是由符号的李雅普诺夫指数(可以计算非微扰白噪声),我们推导出完整的系统相图。我们还研究了时间相关性的噪声对相图的影响,并表明,一个光滑的随机扰动是效率低于白噪声。我们研究的临界行为附近的过渡,并解释为什么噪声引起的过渡往往表现出不稳定性和多尺度:这些影响不依赖于噪声的幅度,而是它的功率谱。通过增加或滤除噪声的低频,可以增强或消除不连续性和多尺度。

英文摘要:

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a global attractor but can also have a constructive role by stabilizing an unstable fixed point. The random oscillator displays a rich phenomenology but remains elementary enough to allow for exact calculations: this system is thus a useful paradigm for the study of noise-induced bifurcations and is an ideal testing ground for various mathematical techniques. We show that the phase is determined by the sign of the Lyapunov exponent (which can be calculated non-perturbatively for white noise), and we derive the full phase diagram of the system. We also investigate the effect of time-correlations of the noise on the phase diagram and show that a smooth random perturbation is less efficient than white noise. We study the critical behaviour near the transition and explain why noise-induced transitions often exhibit intermittency and multiscaling: these effects do not depend on the amplitude of the noise but rather on its power spectrum. By increasing or filtering out the low frequencies of the noise, intermittency and multiscaling can be enhanced or eliminated.

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